+63.7%
TNA vs BURL
+261.4%
-197.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +6.1% |
| 7D | +2.3% | +7.7% | -5.4% | -3.5% |
| 30D | +1.4% | -7.1% | +8.5% | +7.7% |
| 3M | -21.1% | -30.3% | +9.2% | +4.4% |
| 6M | -9.4% | -15.5% | +6.2% | -0.3% |
| YTD | +29.6% | -11.0% | +40.6% | +36.1% |
| 1Y | +34.6% | -8.4% | +43.0% | +34.3% |
| 3Y | +155.9% | +96.7% | +59.2% | +26.5% |
| 5Y | -44.2% | -14.1% | -30.1% | -44.8% |
| 10Y | +63.7% | +255.1% | -191.4% | -22.3% |
| All | +63.7% | +261.4% | -197.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling